Guideline

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Regulatory Capital and Internal Capital Targets

OSFI guideline sets out its expectations regarding capital and solvency assessment of insurers

Office of the Superintendent of Financial Institutions of Canada guideline sets out its expectations with regard to the capital and solvency assessment of insurers within the context of OSFI's Supervisory Framework.

Publisher: National Regulators Release date: Dec 2017 Country: Canada

Type: Guideline

Peer: Own Risk and Solvency Assessment , Life Insurance Capital Adequacy Test

Topics: Capital adequacy

Sectors: Insurance

Life Insurance Capital Adequacy Test

OSFI guideline on its regulatory capital expectations for life insurance companies insurance holding companies

Office of the Superintendent of Financial Institutions of Canada guideline establishes standards for measuring specific life insurer risks and for aggregating the results to calculate the amount of a life insurer's regulatory required capital to support these risks. Defines and establishes criteria for determining the amount of qualifying regulatory available capital. Takes account of international advancements in development of solvency frameworks.

Publisher: National Regulators Release date: Nov 2017 Country: Canada

Type: Guideline

Peer: Regulatory Capital and Internal Capital Targets , Own Risk and Solvency Assessment

Topics: Capital adequacy

Sectors: Insurance

Canada Bank Capital Adequacy Requirements

OSFI risk-based capital adequacy guidelines

Office of the Superintendent of Financial Institutions of Canada final guideline on domestic implementation of two global capital adequacy standards issued by Basel Committee on Banking Supervision. Sets out discretionary approach to implementation of Basel III countercyclical buffer regime as well as guidance on application of BCBS's requirements that institutions hold adequate capital against equity investments in funds. Clarifies how the guidelines apply to federal credit unions, and treatment of allowances in anticipation of the adoption of IFRS 9 by deposit-taking institutions in 2018.

Publisher: National Regulators Release date: Nov 2017 Country: Canada

Type: Guideline

Parent: Countercyclical Capital Buffer Implementation

Topics: Capital adequacy, Accounting, actuarial and auditing , Macroprudential

Sectors: Banking

Guidelines on PD Estimation, LGD Estimation and Treatment of Defaulted Exposure

EBA guidelines on estimation of risk parameters for non-defaulted credit exposures under IRB

European Banking Authority guidelines on the definitions and modelling techniques used in the estimation of risk parameters for both non-defaulted and defaulted exposures when using the Internal Ratings-Based (IRB) to measuring credit risk. Provides guidance on estimation of risk parameters for non-defaulted credit exposures, namely of the probability of default (PD) and the loss given default (LGD), and on the treatment of defaulted exposures. Guidelines aim to restore market participants' trust in internal models by reducing the unjustified variability in their outcomes, ensuring comparability of risk estimates while at the same time preserving risk sensitivity of capital requirements.

Publisher: Regional Standard-Setting Bodies Release date: Nov 2017

Type: Guideline

Topics: Risk management

Sectors: Banking

Standards and Guidelines Under the EU's Money Market Fund Regulation

ESMA report setting out various requirements for money market funds

European Securities and Markets Authority report contains standards and guidelines under the European Union's Money Market Funds Regulation on: i) liquidity and credit quality requirements applicable to assets received as part of a reverse repurchase agreement; ii) requirements for assessing the credit quality of fund investments; iii) common reference parameters for stress test scenarios; and iv) a template for reporting information to supervisory authorities.

Publisher: Regional Standard-Setting Bodies Release date: Nov 2017

Type: Guideline

Topics: Liquidity risk and rules, Stress-testing, Credit risk

Sectors: Securities

OECD Guidelines on Insurer Governance

OECD updated guidelines on corporate governance of insurers

Organisation for Economic Co-operation and Development updated guidelines on insurer governance. Key updates address: i) related party transactions at the group level; ii) disclosure of policies related to ethics, business conduct, conflicts of interest, and other issues; iii) disclosure regarding the roles of the Chairperson and CEO; and iv) promotion of diversity on boards.

Publisher: International Organizations Release date: Nov 2017

Type: Guideline

Topics: Corporate governance, Risk management, Gender equality, Transparency and disclosure

Sectors: Insurance

Guidelines on Connected Clients

EBA draft guidelines on the treatment of connected clients for large exposures

European Banking Authority guidelines on the definition of connected clients as used for various purposes in the European Union's Capital Requirements Regulation (CRR), including in the context of determining large exposures, and assessing credit and liquidity risks. The guidelines cover the two types of interconnection which lead to two or more clients being regarded as a single risk: control relationships and economic dependencies.

Publisher: Regional Standard-Setting Bodies Release date: Nov 2017

Type: Guideline

Parent: Capital Requirements Regulation - CRR

Topics: Credit risk, Liquidity risk and rules, Asset classification and provisioning

Sectors: Banking

Guidelines on Supervision of Significant Branches

EBA guidelines on supervisory cooperation with respect to systemically important branches

European Banking Authority guidelines on cooperation and coordination between supervisory authorities in supervising large, systemically important branches in the EU, so-called "significant-plus" branches. Provides framework for identification of "significant-plus" branches. Outlines coordinated approach to supervision and assessment of recovery plans via colleges of supervisors. Creates set of principles that supervisors should comply with in performance of risk assessments, exchange of supervisory intelligence and information, planning of supervisory activities, carrying out on-the-spot checks and inspections, application of supervisory and precautionary measures and allocation of tasks between authorities.

Publisher: Regional Standard-Setting Bodies Release date: Nov 2017

Type: Guideline

Parent: CRD IV: Liquidity

Topics: Cross-border cooperation, Systemically important financial institutions (SIFIs)

Sectors: Banking

Recommendation on the Coverage of Entities in a Group Recovery Plan

EBA recommendation for proportionate approach in coverage of entities in banking group recovery plans

European Banking Authority recommendation defines common criteria to identify subsidiaries and branches that need to be covered in group recovery plans as well as the extent of such coverage. Distinguishes among entities that are material because they are relevant for the group, entities that are material because they are relevant for the economy and financial system in one or more European Union Member States, and entities that are not material.

Publisher: Regional Standard-Setting Bodies Release date: Nov 2017

Type: Guideline

Parent: Bank Recovery and Resolution Directive (BRRD), Capital Requirements Directive - CRD IV

Topics: Recovery and resolution

Sectors: Banking

Minimum Capital Test for Property and Casualty Insurance Companies

OSFI revised regulatory capital requirements for property and casualty insurers

Office of the Superintendent of Financial Institutions of Canada amendments to guideline outlines the capital framework, using a risk-based formula, for target and minimum capital/margin required, and defines the capital/assets that are available to meet the minimum standard. Determines the minimum capital/margin required and not the level of capital/margin required at which property and casualty companies must operate. Clarifies provisions where OSFI has received multiple industry inquiries.

Publisher: National Regulators Release date: Oct 2017 Country: Canada

Type: Guideline

Topics: Capital adequacy

Sectors: Insurance

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Resources

382 records

Regulatory Capital and Internal Capital Targets

Life Insurance Capital Adequacy Test

Canada Bank Capital Adequacy Requirements

Guidelines on PD Estimation, LGD Estimation and Treatment of Defaulted Exposure

Standards and Guidelines Under the EU's Money Market Fund Regulation

OECD Guidelines on Insurer Governance

Guidelines on Connected Clients

Guidelines on Supervision of Significant Branches

Recommendation on the Coverage of Entities in a Group Recovery Plan

Minimum Capital Test for Property and Casualty Insurance Companies

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